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Galvao, Antonio Fialho <Jr.>; Poirier, Alexandre - In: Annals of economics and statistics 134 (2019), pp. 109-148

Persistent link: https://www.econbiz.de/10012305978

Firpo, Sergio - 2020

This paper develops generalized method of moments (GMM) estimation and inference procedures for quantile regression models. We propose a GMM estimator for simultaneous estimation across multiple quantiles. This estimator allows us to model quantile regression coefficients using flexible...

Persistent link: https://www.econbiz.de/10012848259

GMM quantile regression

Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Pinto, … - In: Journal of econometrics 230 (2022) 2, pp. 432-452

Persistent link: https://www.econbiz.de/10013464059

A first-stage representation for instrumental variables quantile regression

Alejo, Javier; Galvao, Antonio Fialho <Jr.>; … - In: The econometrics journal 26 (2023) 3, pp. 350-377

Persistent link: https://www.econbiz.de/10014391689

On testing the equality of mean and quantile effects

Bera, Anil K.; Galvao, Antonio Fialho <Jr.>; Wang, Liang - In: Journal of econometric methods 3 (2014) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10010242083

Asymptotics for panel quantile regression models with individual effects

Kato, Kengo; Galvao, Antonio Fialho <Jr.>; … - In: Journal of econometrics 170 (2012) 1, pp. 76-91

Persistent link: https://www.econbiz.de/10009673139

Quantile autoregressive distributed lag model with an application to house price returns

Galvao, Antonio Fialho <Jr.>; Montes-Rojas, Gabriel; … - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 307-321

Persistent link: https://www.econbiz.de/10009754614

Bayesian endogeneity bias modeling

Montes-Rojas, Gabriel; Galvao, Antonio Fialho <Jr.> - In: Economics letters 122 (2014) 1, pp. 36-39

Persistent link: https://www.econbiz.de/10010393981

Quantile regression for dynamic panel data with fixed effects

Galvao, Antonio Fialho <Jr.> - In: Journal of econometrics 164 (2011) 1, pp. 142-157

Persistent link: https://www.econbiz.de/10009270393

On the equivalence of instrumental variables estimators for linear models

Galvao, Antonio Fialho <Jr.>; Montes-Rojas, Gabriel - In: Economics letters 134 (2015), pp. 13-15

Persistent link: https://www.econbiz.de/10011432131